Wolves boss Mick McCarthy needed to bring in another keeper after Marcus Hahnemann was released at the end of last season.
But De Vries is determined to challenge Wales number one Hennessey for his place.
He said: "This is the big step for me. It's going to be a great battle for me which I think will help me progress.
"All throughout my career I've been first choice goalkeeper and I carefully chose my clubs on the basis on where I would be able to play and establish myself.
"I'd always wanted to progress and can look back and say I've played a lot of games and built up my experience.
"Now this is the next step, to challenge for a place in the Premier League, and all I can do is get to know the guys and train really hard and show what I can do.
"I need to show I am worthy of wearing the shirt which is the most important thing for the next couple of months.
I'm looking forward to working with a good experienced manager and good goalkeeping coach and some players who will help me improve."